+241.2%
XOM vs DUOL
-1.5%
+242.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.9% | +7.1% | +2.4% |
| 7D | 0.0% | -11.8% | +11.8% | +0.5% |
| 30D | +3.4% | +1.5% | +1.9% | +3.3% |
| 3M | +11.0% | +18.1% | -7.1% | +10.1% |
| 6M | +10.6% | +38.7% | -28.0% | +9.0% |
| YTD | +39.2% | -20.7% | +59.9% | +39.9% |
| 1Y | +52.7% | -49.1% | +101.8% | +55.7% |
| 3Y | +56.8% | -11.0% | +67.8% | +53.3% |
| 5Y | +261.8% | -18.0% | +279.8% | +230.4% |
| All | +241.2% | -1.5% | +242.7% | +211.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DUOL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling